You guys should really ease up on the conspiracy theories. Whenever
you call Pizza -Hut Dominoes or any big food delivery place your are
sent (technically) a cookie. They know exactly what phone number you
are calling from. They will not say that because it is against the
law for them to tell you that they have your number, but it is legal
for them to have it.
Second whenever you get a driver's license you are sent
(technically) a cookie. Where do you think Reader's Digest gets your
address to send you you entries to win $10,000,000. No one complains
about that. The truth is that it is very expensive to keep a site up,
and advertising is the only way to go for bigger sites. So stop being
paranoid, you have been receiving cookies way before you knew what a
modem looked like